If I select mutiple objects, I can only sculp one of them
You can sculpt more than one object but you need to make sure to uncheck the option Lock Object Modes, letting you select each and switch to sculpt mode.


You will still need to select the object you want to sculpt, but they will both be possible to sculpt without going back to Object mode for each.

If you want to sculpt both objects without needing to select them, then you will want to join them together as one object until you are done with sculpting - be careful because this means you may have to reassign materials or modifiers, etc.